For the kids-running-around folk game:
The consensus is: no italics. It's not the name of a formal work; similarly, games like hide-and-seek or tag or even checkers or chess will also be in plain text.
It's most likely to be lower-case as well, but this is more variable: I've come across cops and robbers, Cops and Robbers, "cops and robbers," cops-and-robbers. The most important thing is to be internally consistent. (Though in the case of the quote marks, you might introduce the name that way, but drop the quote marks thereafter.)
For any app or video game that might use that title:
In this case, you would use italics, e.g. I was looking for info about the childrens' game, but Google kept showing an app called Cops N Robbers.
